Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 0.221924 0.238855 0.256993 0.277961 0.301648 0.327717 0.358766
2026-01-04 0.204285 0.227189 0.253014 0.284590 0.322580 0.367378 0.425071
2026-01-11 0.187303 0.213208 0.243515 0.282155 0.330966 0.391815 0.475523
2026-01-18 0.177029 0.205529 0.239946 0.285477 0.345591 0.424552 0.540434
2026-01-25 0.163495 0.192462 0.228239 0.276848 0.343167 0.433822 0.573866
2026-02-01 0.151814 0.180710 0.217055 0.267531 0.338317 0.438446 0.600304
2026-02-08 0.144281 0.173639 0.211239 0.264628 0.341640 0.454558 0.646263
2026-02-15 0.141102 0.171908 0.212173 0.270810 0.358215 0.491981 0.733253
2026-02-22 0.135794 0.166977 0.208370 0.269838 0.363853 0.512773 0.795261
2026-03-01 0.130588 0.161865 0.203943 0.267508 0.366993 0.529597 0.852997
2026-03-08 0.125089 0.156058 0.198183 0.262723 0.365695 0.538549 0.896861
2026-03-15 0.120241 0.150916 0.193068 0.258514 0.364855 0.548020 0.943598
2026-03-22 0.118014 0.149431 0.193256 0.262655 0.378563 0.586266 1.065026
2026-03-29 0.116678 0.149115 0.195087 0.269443 0.397418 0.637142 1.233470
2026-04-05 0.113082 0.145389 0.191654 0.267532 0.400774 0.658049 1.333714
2026-04-12 0.111076 0.143861 0.191410 0.270751 0.413635 0.700474 1.510346
2026-04-19 0.106428 0.138283 0.184741 0.262856 0.405126 0.695829 1.545004
2026-04-26 0.101889 0.132719 0.177879 0.254271 0.394658 0.685614 1.559522
2026-05-03 0.099041 0.129563 0.174608 0.251598 0.395294 0.700604 1.664527
2026-05-10 0.098330 0.129548 0.176199 0.257328 0.412790 0.757649 1.949343
2026-05-17 0.096159 0.127254 0.174085 0.256431 0.416927 0.783197 2.130244
2026-05-24 0.093832 0.124643 0.171357 0.254276 0.418274 0.801964 2.295385
2026-05-31 0.091137 0.121391 0.167479 0.249846 0.414495 0.806836 2.401102